Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47683.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46288.8 Kr¶

PnL: ---------------------------------------> -599.77 Kr¶

DD now: ---------------------------------> -1.946 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:34:51.720907'

Anic Portfolio¶

Today¶

Return: -0.558 %¶

This Week¶

Return: -0.478 %¶

Total¶

Return: 56.104 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 0.170000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.220000 3448.800000 71.800000 2.130000 3377.000000
Boozt 12 0.570000 1706.400000 52.400000 3.170000 1653.999996
AcadeMedia 12 -1.780000 596.400000 39.400000 7.070000 557.000004
Corem Property Group B 59 -1.610000 612.420000 35.420000 6.140000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.280000 389.800000 34.800000 9.800000 355.000000
Resurs Holding 22 -0.360000 607.200000 33.200000 5.780000 573.999998
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
HMS Networks 2 -2.480000 693.200000 20.200000 3.000000 673.000000
Securitas B 6 -0.650000 584.760000 14.760000 2.590000 570.000000
Swedbank A 3 -0.520000 578.100000 14.100000 2.500000 564.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
OEM International B 7 0.260000 540.400000 12.400000 2.350000 527.999997
Nordea Bank Abp 29 0.300000 3464.920000 10.920000 0.320000 3453.999992
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 -0.300000 540.400000 8.400000 1.580000 532.000000
Intrum 4 -1.910000 535.000000 8.000000 1.520000 527.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 -0.320000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.110000 560.000000 -14.000000 -2.440000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.160000 511.420000 -22.580000 -4.230000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.810000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 2.000000 558.140000 -54.860000 -8.950000 612.999432
Sampo Oyj SDB 7 -0.830000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 0.730000 3608.800000 -147.200000 -3.920000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.930000 1420.200000 -243.800000 -14.650000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46288.800000 -599.770000 -1.94555% 46888.564618

Updated:¶

'2023-01-25 10:35:04.321282'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶